Anic Equity¶

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Total return since start: 0.69 %¶

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Equity now: -----------------------------> 51622.42 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48423.36 Kr¶

PnL: ---------------------------------------> -664.21 Kr¶

DD now: ---------------------------------> -0.62 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-02-01 16:48:18.712015'

Anic Portfolio¶

Today¶

Return: -0.032 %¶

This Week¶

Return: 8.616 %¶

Total¶

Return: 68.999 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 -1.580000 3369.600000 189.600000 5.960000 3180.000006
HMS Networks 2 3.850000 808.400000 135.400000 20.120000 673.000000
Nordea Bank Abp 29 1.150000 3572.220000 118.220000 3.420000 3453.999992
HEBA B 70 1.570000 2716.000000 80.000000 3.030000 2636.000010
SAAB B 8 0.960000 3449.600000 72.600000 2.150000 3377.000000
Swedbank A 3 3.020000 619.350000 55.350000 9.810000 564.000000
Fasadgruppen Group 38 0.730000 4195.200000 54.200000 1.310000 4140.999992
Resurs Holding 22 1.370000 619.740000 45.740000 7.970000 573.999998
MedCap 2 -0.430000 461.000000 40.000000 9.500000 421.000000
Samhällsbyggnadsbo. i Norden B 20 3.320000 392.500000 37.500000 10.560000 355.000000
AcadeMedia 12 -0.320000 589.440000 32.440000 5.820000 557.000004
Norva24 Group 16 -1.110000 569.600000 26.600000 4.900000 543.000000
Intrum 4 2.190000 551.200000 24.200000 4.590000 527.000000
OEM International B 7 1.160000 548.800000 20.800000 3.940000 527.999997
Securitas B 6 1.890000 582.840000 12.840000 2.250000 570.000000
Eastnine 4 0.320000 502.400000 11.400000 2.320000 491.000000
Sampo Oyj SDB 7 1.010000 3860.500000 10.500000 0.270000 3850.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 572.250000 10.250000 1.820000 562.000005
Coor Service Management Hold. 8 1.120000 540.000000 8.000000 1.500000 532.000000
Karnov Group 9 0.000000 540.000000 4.000000 0.750000 536.000004
Creaspac SPAC 6 0.000000 579.000000 2.000000 0.350000 577.000002
Samhällsbyggnadsbo. i Norden D 12 0.190000 247.680000 1.680000 0.680000 246.000000
Handelsbanken A 5 0.510000 547.000000 1.000000 0.180000 546.000000
Corem Property Group B 59 2.410000 577.320000 0.320000 0.060000 576.999999
Boozt 12 1.400000 1653.600000 -0.400000 -0.020000 1653.999996
Midsona B 63 0.440000 577.710000 -5.290000 -0.910000 582.999984
CTEK 13 1.200000 505.830000 -28.170000 -5.280000 533.999999
International Petroleum Corp. 5 -0.710000 558.500000 -36.070000 -6.070000 594.565215
Essity B 2 -1.710000 536.100000 -37.900000 -6.600000 574.000000
Vivesto 1368 0.000000 560.880000 -52.120000 -8.500000 612.999432
Essity A 4 -1.650000 1074.000000 -75.000000 -6.530000 1149.000000
Beijer Electronics Group 27 -1.440000 2959.200000 -124.800000 -4.050000 3083.999994
OX2 22 4.410000 1848.000000 -141.000000 -7.090000 1989.000002
Axfood 15 -4.910000 3835.500000 -464.500000 -10.800000 4300.000005
Ovzon 64 -2.820000 3302.400000 -693.600000 -17.360000 3996.000000
TOTAL 48423.360000 -664.210000 -0.61982% 49087.564636

Updated:¶

'2023-02-01 16:48:31.756087'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶